I can think of two ways.
the first is to loop the selected items and dynamically build a where clause, with each item representing a value. For example you would end up with
WHERE (field = '1' OR field = '2' or field = '3')
etc.
Second item is to have a table at the backend, and for each selected item, insert a value into this table along with the ID of the current user.
You then join to this table on the field with the values in equalling the values in another table, and also on the login ID being the login ID of the current user - which gives you multi user capability.
You have to be careful to erase the current users selections though whenever they run the screen.
An alternative of user ID is to use the spid of the connection, but you then have to be careful of the reuse of different spids by different connections.
John